The yellow fails to color the thumb; it only colors the left and top
sides of the thumb when the cursor is not over it.

Perhaps I'd need to check with a more recent Emacs CVS version, since
for me, the entire bar and thumb (ok, I'm not really sure what is
"thumb" in this context, but I hope I got it right ;-) are yellow.

These aspect in Emacs has not changed in quite a while. Themes GTK and Gnome
has changed more, so different versions of them is likely to be the cause for
the differences seen.

As a sidenote, I expect most of the people using Gtk+ toolkit to use
the default desktop theme, because that's what they chose for other
apps too.

I think Emacs should just do that. Like the text tool in Gnome that uses the
theme look for all widgets (menus, dialogs), but lets you customize the text
foreground and background colour. GTK Emacs could behave like this, i.e. use
faces as it does now for the text shown in buffers, but not for GTK widgets.